+24.8%
LOW vs ACGL
+33.8%
-9.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.4% | +2.2% | -0.8% | +1.0% |
| 30D | +21.7% | +12.3% | +9.4% | +19.2% |
| 3M | +5.0% | +11.8% | -6.8% | +2.9% |
| 6M | +4.6% | +17.5% | -12.9% | +1.7% |
| YTD | -3.5% | +14.3% | -17.8% | -5.9% |
| 1Y | +0.5% | +18.2% | -17.6% | -2.3% |
| 3Y | +24.8% | +33.2% | -8.3% | +27.3% |
| All | +24.8% | +33.8% | -9.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling